Anic Equity¶

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Total return since start: 0.594 %¶

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Equity now: -----------------------------> 48675.27 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46474.63 Kr¶

PnL: ---------------------------------------> -1747.62 Kr¶

DD now: ---------------------------------> -6.524 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:14:19.591518'

Anic Portfolio¶

This Week¶

Return: 0.377 %¶

Total¶

Return: 59.281 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.760000 823.500000 125.500000 17.980000 698.000040
Nordisk Bergteknik B 130 -1.210000 4251.000000 87.000000 2.090000 4163.999970
Tobii Dynavox 109 -0.510000 2776.230000 54.230000 1.990000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.920000 719.150000 33.150000 4.830000 686.000016
MEKO 13 -1.220000 1575.600000 21.600000 1.390000 1554.000006
Vitec Software Group B 1 -0.890000 499.000000 14.000000 2.890000 485.000000
Embracer Group B 14 -1.400000 700.420000 11.420000 1.660000 689.000004
Tietoevry 2 -1.930000 648.800000 10.800000 1.690000 638.000000
SKF A 3 -2.980000 595.200000 2.200000 0.370000 593.000001
G5 Entertainment 3 -0.420000 572.400000 0.400000 0.070000 572.000001
Mycronic 3 -2.430000 651.600000 -0.400000 -0.060000 651.999999
SKF B 3 -3.560000 592.800000 -3.200000 -0.540000 596.000001
Addnode Group B 6 -1.510000 703.200000 -5.800000 -0.820000 709.000002
ASSA ABLOY B 2 -1.370000 503.600000 -10.400000 -2.020000 514.000000
Avanza Bank Holding 2 -2.380000 500.000000 -11.000000 -2.150000 511.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Loomis 6 -2.380000 2018.400000 -24.600000 -1.200000 2043.000000
Husqvarna B 7 -2.830000 615.300000 -24.700000 -3.860000 639.999997
Collector Bank 29 -5.180000 1205.530000 -28.470000 -2.310000 1233.999996
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -3.060000 578.850000 -39.150000 -6.330000 618.000000
Rejlers B 6 -3.030000 922.800000 -39.200000 -4.070000 961.999998
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.430000 481.500000 -47.500000 -8.980000 529.000000
Dustin Group 18 -4.610000 610.920000 -59.080000 -8.820000 669.999996
Viaplay Group B 4 -2.850000 974.200000 -62.800000 -6.060000 1037.000000
Nordea Bank Abp 30 -4.050000 3699.600000 -63.400000 -1.680000 3762.999990
AFRY 3 -2.580000 520.500000 -74.500000 -12.520000 594.999999
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
Beijer Alma B 9 -1.210000 1840.500000 -113.500000 -5.810000 1953.999999
RVRC Holding 17 -2.030000 556.580000 -126.420000 -18.510000 683.000007
Fasadgruppen Group 38 0.980000 3921.600000 -268.400000 -6.410000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -2.970000 3555.200000 -582.800000 -14.080000 4138.000000
TOTAL 46453.570000 -1768.680000 -6.56452% 48222.250041

Updated:¶

'2023-03-13 17:13:21.870294'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶